summclust - Module to Compute Influence and Leverage Statistics for Regression Models with Clustered Errors
Module to compute cluster specific information for regression models with clustered errors, including leverage and influence statistics. Models of type 'lm' and 'fixest'(from the 'stats' and 'fixest' packages) are supported. 'summclust' implements similar features as the user-written 'summclust.ado' Stata module (MacKinnon, Nielsen & Webb, 2022; <arXiv:2205.03288v1>).
Last updated 1 years ago
clustered-standard-errorsfixestlinear-regressionrobust-inference
6 stars 1.26 score 9 dependencies